+116.5%
RSP vs SNOW
+37.6%
+78.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.1% |
| 7D | -0.8% | +2.8% | -3.6% | -1.2% |
| 30D | -0.3% | +6.4% | -6.8% | -1.1% |
| 3M | +4.3% | +38.1% | -33.8% | +0.6% |
| 6M | +8.8% | +100.4% | -91.6% | -0.2% |
| YTD | +15.3% | +53.7% | -38.5% | +8.6% |
| 1Y | +18.3% | +52.0% | -33.7% | +11.2% |
| 3Y | +52.8% | +114.7% | -61.9% | +34.3% |
| 5Y | +51.7% | +8.8% | +42.9% | +34.7% |
| All | +116.5% | +37.6% | +78.9% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SNOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling